+100.6%
HAS vs BR
+280.9%
-180.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +3.3% | +5.0% | -1.7% | +1.0% |
| 30D | +30.5% | +16.6% | +13.9% | +21.9% |
| 3M | +29.9% | +12.0% | +17.9% | +23.3% |
| 6M | +26.5% | +30.7% | -4.2% | +11.0% |
| YTD | +51.9% | -11.9% | +63.9% | +59.2% |
| 1Y | +60.9% | -11.6% | +72.5% | +68.2% |
| 3Y | +215.0% | +15.0% | +200.0% | +184.6% |
| 5Y | +51.5% | +18.1% | +33.4% | +32.5% |
| All | +100.6% | +280.9% | -180.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling